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23 Stocks with 10% long-term bonds

Last updated Feb 22, 2024

Model buy and hold portfolio with 23 companies with solid track record, and 9% Long-Term Treasures. Initial modeling made with Portfoliovisualizer with backfill of AVGO with CSCO and TDM with LMT to prolong track record to 2001. Picked companies with long track record so no TSLA and the likes, kept weight between 3% and 7% except Lockheed Martin, 9% ( for geopolitical reasons). Also, made the portfolio diversified and with some international exposure. Bonds added to decrease the volativity.

Asset Allocation


LMT 9%VUSUX 8.99%NVO 7%AAPL 7%ODFL 7%TYL 6.9%TDG 5.11%LLY 3%O 3%UNH 3%BLK 3%LNG 3%NEE 3%COST 3%NOC 3%TMO 3%BRO 3%ANSS 3%EW 3%STRL 3%DECK 3%ENB 3%AVGO 2%MKC 2%EquityEquity
PositionCategory/SectorWeight
LMT
Lockheed Martin Corporation
Industrials

9%

VUSUX

8.99%

NVO
Novo Nordisk A/S
Healthcare

7%

AAPL
Apple Inc.
Technology

7%

ODFL
Old Dominion Freight Line, Inc.
Industrials

7%

TYL

6.90%

TDG
TransDigm Group Incorporated
Industrials

5.11%

LLY
Eli Lilly and Company
Healthcare

3%

O
Realty Income Corporation
Real Estate

3%

UNH

3%

BLK
BlackRock, Inc.
Financial Services

3%

LNG
Cheniere Energy, Inc.
Energy

3%

NEE
NextEra Energy, Inc.
Utilities

3%

COST
Costco Wholesale Corporation
Consumer Defensive

3%

NOC
Northrop Grumman Corporation
Industrials

3%

TMO

3%

BRO
Brown & Brown, Inc.
Financial Services

3%

ANSS
ANSYS, Inc.
Technology

3%

EW
Edwards Lifesciences Corporation
Healthcare

3%

STRL
Sterling Construction Company, Inc.
Industrials

3%

DECK
Deckers Outdoor Corporation
Consumer Cyclical

3%

ENB
Enbridge Inc.
Energy

3%

AVGO
Broadcom Inc.
Technology

2%

MKC
McCormick & Company, Incorporated
Consumer Defensive

2%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in 23 Stocks with 10% long-term bonds, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly


-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2024February
10.51%
12.30%
23 Stocks with 10% long-term bonds
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 6, 2009, corresponding to the inception date of AVGO

Returns

As of Feb 22, 2024, the 23 Stocks with 10% long-term bonds returned 2.97% Year-To-Date and 20.31% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.44%2.71%12.30%24.63%12.30%10.51%
23 Stocks with 10% long-term bonds2.97%2.42%10.51%27.36%22.24%20.31%
LMT
Lockheed Martin Corporation
-5.67%-6.80%-4.64%-8.36%9.75%13.12%
LLY
Eli Lilly and Company
28.19%18.44%35.28%129.66%45.51%31.89%
O
Realty Income Corporation
-7.81%-4.76%-5.02%-14.73%-0.49%7.00%
UNH
-0.85%1.75%7.43%7.83%16.10%23.52%
BLK
BlackRock, Inc.
-0.78%1.44%20.32%19.10%16.07%13.28%
LNG
Cheniere Energy, Inc.
-3.64%1.35%-0.90%15.20%20.94%13.30%
NEE
NextEra Energy, Inc.
-5.99%0.44%-14.62%-20.30%6.34%12.32%
COST
Costco Wholesale Corporation
9.70%4.56%37.43%48.46%29.62%23.03%
NOC
Northrop Grumman Corporation
-1.74%-1.42%6.75%-1.35%11.49%16.29%
TMO
4.16%-0.10%1.53%0.65%17.33%16.60%
NVO
Novo Nordisk A/S
16.90%14.64%27.27%71.13%39.11%20.17%
TYL
3.49%-1.68%13.78%29.84%15.87%16.03%
AAPL
Apple Inc.
-5.18%-5.85%0.92%23.45%34.46%27.19%
TDG
TransDigm Group Incorporated
15.10%8.59%39.46%63.75%26.12%26.69%
BRO
Brown & Brown, Inc.
16.69%10.21%14.03%48.30%23.93%19.92%
ANSS
ANSYS, Inc.
-9.44%-3.63%8.52%23.63%13.40%14.87%
ODFL
Old Dominion Freight Line, Inc.
4.71%5.65%3.05%24.39%33.81%28.63%
AVGO
Broadcom Inc.
9.96%0.57%41.44%115.87%39.38%39.25%
MKC
McCormick & Company, Incorporated
-1.30%4.52%-16.28%-8.67%1.59%9.39%
EW
Edwards Lifesciences Corporation
13.64%15.29%14.16%14.69%8.57%22.55%
STRL
Sterling Construction Company, Inc.
-5.70%8.24%3.90%130.40%41.44%24.50%
DECK
Deckers Outdoor Corporation
28.91%12.24%56.60%115.70%42.96%26.32%
VUSUX
-6.33%-2.20%-0.88%-3.81%-2.56%1.14%
ENB
Enbridge Inc.
-3.39%-2.79%3.03%-3.51%5.28%3.18%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.08%
20231.12%1.31%-5.51%-0.46%7.19%5.07%

Sharpe Ratio

The current 23 Stocks with 10% long-term bonds Sharpe ratio is 2.20. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.002.20

The Sharpe ratio of 23 Stocks with 10% long-term bonds lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50SeptemberOctoberNovemberDecember2024February
2.20
1.79
23 Stocks with 10% long-term bonds
Benchmark (^GSPC)
Portfolio components

Dividend yield

23 Stocks with 10% long-term bonds granted a 1.70% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
23 Stocks with 10% long-term bonds1.70%1.67%1.48%1.40%2.09%1.83%1.44%1.79%2.07%1.71%2.11%2.32%
LMT
Lockheed Martin Corporation
2.84%2.68%2.34%2.98%2.76%2.31%3.13%2.32%2.71%2.83%2.85%3.22%
LLY
Eli Lilly and Company
0.63%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%2.84%3.84%
O
Realty Income Corporation
5.82%5.33%4.68%3.87%4.50%3.69%4.18%4.45%4.18%4.41%4.59%5.83%
UNH
1.40%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%1.40%
BLK
BlackRock, Inc.
2.48%2.46%2.75%1.80%2.01%2.63%3.06%1.95%2.41%2.56%2.16%2.12%
LNG
Cheniere Energy, Inc.
1.01%0.95%0.92%0.33%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NEE
NextEra Energy, Inc.
3.27%3.08%2.03%1.65%1.81%2.06%2.55%2.52%2.91%2.96%2.73%3.08%
COST
Costco Wholesale Corporation
2.64%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%1.01%
NOC
Northrop Grumman Corporation
1.60%1.57%1.24%1.59%1.86%1.50%1.92%1.27%1.50%1.64%1.84%2.08%
TMO
0.25%0.26%0.22%0.16%0.19%0.23%0.30%0.32%0.43%0.42%0.48%0.54%
NVO
Novo Nordisk A/S
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TYL
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AAPL
Apple Inc.
0.53%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
TDG
TransDigm Group Incorporated
3.01%3.46%2.94%0.00%0.00%11.16%0.00%8.01%9.64%0.00%12.73%13.66%
BRO
Brown & Brown, Inc.
0.59%0.67%0.74%0.54%0.73%0.82%1.11%1.08%1.12%1.41%1.25%1.18%
ANSS
ANSYS, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ODFL
Old Dominion Freight Line, Inc.
0.38%0.39%0.42%0.22%0.23%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AVGO
Broadcom Inc.
1.55%1.71%3.02%2.24%3.05%3.54%3.11%1.94%1.52%1.23%1.34%1.87%
MKC
McCormick & Company, Incorporated
2.35%2.32%1.81%1.44%1.33%1.37%1.53%1.89%1.89%1.91%2.03%2.02%
EW
Edwards Lifesciences Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
STRL
Sterling Construction Company, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DECK
Deckers Outdoor Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VUSUX
3.69%3.43%3.05%4.61%10.48%2.91%2.92%2.73%5.38%5.36%4.44%4.36%
ENB
Enbridge Inc.
7.60%7.29%6.78%6.86%7.54%5.57%5.22%4.73%3.78%4.51%2.47%2.83%

Expense Ratio

The 23 Stocks with 10% long-term bonds has an expense ratio of 0.01% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
1.79
23 Stocks with 10% long-term bonds
2.20
LMT
Lockheed Martin Corporation
-0.43
LLY
Eli Lilly and Company
4.45
O
Realty Income Corporation
-0.79
UNH
0.30
BLK
BlackRock, Inc.
0.75
LNG
Cheniere Energy, Inc.
0.58
NEE
NextEra Energy, Inc.
-0.83
COST
Costco Wholesale Corporation
2.77
NOC
Northrop Grumman Corporation
-0.03
TMO
-0.04
NVO
Novo Nordisk A/S
2.34
TYL
1.04
AAPL
Apple Inc.
1.04
TDG
TransDigm Group Incorporated
2.85
BRO
Brown & Brown, Inc.
2.26
ANSS
ANSYS, Inc.
0.66
ODFL
Old Dominion Freight Line, Inc.
0.67
AVGO
Broadcom Inc.
3.41
MKC
McCormick & Company, Incorporated
-0.37
EW
Edwards Lifesciences Corporation
0.36
STRL
Sterling Construction Company, Inc.
2.55
DECK
Deckers Outdoor Corporation
3.22
VUSUX
-0.33
ENB
Enbridge Inc.
-0.29

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

VUSUXLNGSTRLNVONEEOLLYDECKENBMKCUNHEWLMTAVGOCOSTAAPLNOCODFLTDGTYLBROTMOANSSBLK
VUSUX1.00-0.18-0.15-0.100.050.03-0.12-0.17-0.16-0.06-0.20-0.12-0.20-0.18-0.12-0.17-0.22-0.22-0.19-0.14-0.22-0.19-0.18-0.26
LNG-0.181.000.260.160.140.200.180.280.400.160.230.220.230.280.170.270.240.280.320.240.290.280.280.34
STRL-0.150.261.000.190.160.230.180.290.270.190.230.220.230.270.240.230.260.360.350.290.310.260.300.37
NVO-0.100.160.191.000.250.220.370.200.240.250.280.300.230.270.250.270.250.260.240.310.290.390.340.33
NEE0.050.140.160.251.000.440.310.170.300.440.280.260.300.200.340.230.330.210.280.280.340.310.300.32
O0.030.200.230.220.441.000.250.240.300.370.250.270.300.210.320.230.310.260.300.280.340.290.300.34
LLY-0.120.180.180.370.310.251.000.200.240.310.380.320.300.250.320.260.320.230.240.280.350.390.290.33
DECK-0.170.280.290.200.170.240.201.000.250.190.230.290.220.350.310.320.240.380.340.350.330.350.390.40
ENB-0.160.400.270.240.300.300.240.251.000.280.270.240.290.290.250.310.280.290.340.270.320.320.300.41
MKC-0.060.160.190.250.440.370.310.190.281.000.310.290.360.230.410.260.360.260.280.320.380.370.340.36
UNH-0.200.230.230.280.280.250.380.230.270.311.000.370.350.280.340.310.380.300.320.300.380.420.340.40
EW-0.120.220.220.300.260.270.320.290.240.290.371.000.290.350.330.360.280.340.370.420.390.470.450.41
LMT-0.200.230.230.230.300.300.300.220.290.360.350.291.000.260.330.280.750.310.450.290.390.350.330.39
AVGO-0.180.280.270.270.200.210.250.350.290.230.280.350.261.000.340.500.260.410.390.420.360.430.500.47
COST-0.120.170.240.250.340.320.320.310.250.410.340.330.330.341.000.380.330.380.320.380.390.420.430.42
AAPL-0.170.270.230.270.230.230.260.320.310.260.310.360.280.500.381.000.260.370.370.420.360.420.500.43
NOC-0.220.240.260.250.330.310.320.240.280.360.380.280.750.260.330.261.000.330.440.310.410.360.340.41
ODFL-0.220.280.360.260.210.260.230.380.290.260.300.340.310.410.380.370.331.000.420.440.440.430.490.50
TDG-0.190.320.350.240.280.300.240.340.340.280.320.370.450.390.320.370.440.421.000.390.420.390.440.47
TYL-0.140.240.290.310.280.280.280.350.270.320.300.420.290.420.380.420.310.440.391.000.430.470.580.47
BRO-0.220.290.310.290.340.340.350.330.320.380.380.390.390.360.390.360.410.440.420.431.000.450.470.53
TMO-0.190.280.260.390.310.290.390.350.320.370.420.470.350.430.420.420.360.430.390.470.451.000.530.52
ANSS-0.180.280.300.340.300.300.290.390.300.340.340.450.330.500.430.500.340.490.440.580.470.531.000.55
BLK-0.260.340.370.330.320.340.330.400.410.360.400.410.390.470.420.430.410.500.470.470.530.520.551.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-0.20%
-0.95%
23 Stocks with 10% long-term bonds
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 23 Stocks with 10% long-term bonds. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the 23 Stocks with 10% long-term bonds was 28.31%, occurring on Mar 23, 2020. Recovery took 53 trading sessions.

The current 23 Stocks with 10% long-term bonds drawdown is 0.20%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.31%Feb 20, 202023Mar 23, 202053Jun 8, 202076
-17.3%Jan 3, 2022115Jun 16, 2022157Feb 1, 2023272
-16.26%Jul 8, 201122Aug 8, 201157Oct 27, 201179
-16.11%Oct 1, 201859Dec 24, 201836Feb 15, 201995
-10.07%Apr 26, 201050Jul 6, 201057Sep 24, 2010107

Volatility Chart

The current 23 Stocks with 10% long-term bonds volatility is 2.59%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%SeptemberOctoberNovemberDecember2024February
2.59%
3.37%
23 Stocks with 10% long-term bonds
Benchmark (^GSPC)
Portfolio components
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